Sounds like you're getting an "Invalid Member" error vs. an "Invalid Intersection" error. Do you have the Check Intersection option enabled under the HFM application options? If so, I would expect this to raise a failure in the Validate step vs. failing on the export.

Suggestion: Create a catch all Like Mapping that executes last. Basically, it says I'm unmapped so I'm getting mapped to X. Usually, this is done to map to some sort of suspense member in the target app - example: NO_ENTITY. In your case, you can map it to [None].

The mapping would look like the following. (Like mappings execute in order of the rule name. So, you want to name it with the letter "Z" so it hits last.)